A sequential Scheffé‐type respecification procedure for controlling type I error in exploratory structural equation model modification

Regarding post hoc structural equation modeling modification, Kaplan (1990) noted in his response to Steiger (1990), “As there is currently no analogous Scheffé test, the best we can do is to free those restrictions that have the highest probability of being wrong” (p. 201). This article proposes just such an analog to the Scheffé test to be applied to the exploratory model‐modification scenario. This method is a sequential finite‐intersection multiple comparison procedure, controlling the Type I error rate to a desired alpha level across the set of all possible post hoc model modifications.